Blender Fluids - Start Time
Not sure exactly what you want to do, but sure, it can be done.  

Yes, things will start at frame 0 unless you change the Offset value in the Domain settings. You will want to set it to -(framerate times 4). So -96 or -100 I guess. By the way, the Offset value does not need being set before baking. You can change it anytime you want.  

The Start value is something else. If you set it to 4, then the first 4 seconds won't show, so you won't see the beginning of the animation. It will still need to be calculated though, so there is no saving time. I don't know why it wouldn't bake at one time. I did some tests and experienced no problems.  

In general, there is usually no need to change the Start value. Offset is what you need.